-94.7%
SQQQ vs EMR
+62.5%
-157.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +1.4% |
| 7D | +4.1% | -1.2% | +5.3% | +2.3% |
| 30D | +4.6% | -9.4% | +14.0% | -8.7% |
| 3M | -10.4% | +8.6% | -19.0% | +4.1% |
| 6M | -42.1% | +6.7% | -48.8% | -31.5% |
| YTD | -40.3% | +13.1% | -53.4% | -21.6% |
| 1Y | -50.2% | +12.7% | -62.9% | -33.2% |
| 3Y | -89.4% | +58.1% | -147.5% | -67.4% |
| All | -94.7% | +62.5% | -157.1% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling